mini-sized Dow ($5) Future March 2007


Trading Metrics calculated at close of trading on 13-Mar-2007
Day Change Summary
Previous Current
12-Mar-2007 13-Mar-2007 Change Change % Previous Week
Open 12,287 12,307 20 0.2% 12,075
High 12,346 12,315 -31 -0.3% 12,344
Low 12,243 12,078 -165 -1.3% 11,970
Close 12,313 12,091 -222 -1.8% 12,288
Range 103 237 134 130.1% 374
ATR 136 144 7 5.3% 0
Volume 34,861 32,682 -2,179 -6.3% 756,424
Daily Pivots for day following 13-Mar-2007
Classic Woodie Camarilla DeMark
R4 12,872 12,719 12,221
R3 12,635 12,482 12,156
R2 12,398 12,398 12,135
R1 12,245 12,245 12,113 12,203
PP 12,161 12,161 12,161 12,141
S1 12,008 12,008 12,069 11,966
S2 11,924 11,924 12,048
S3 11,687 11,771 12,026
S4 11,450 11,534 11,961
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 13,323 13,179 12,494
R3 12,949 12,805 12,391
R2 12,575 12,575 12,357
R1 12,431 12,431 12,322 12,503
PP 12,201 12,201 12,201 12,237
S1 12,057 12,057 12,254 12,129
S2 11,827 11,827 12,220
S3 11,453 11,683 12,185
S4 11,079 11,309 12,082
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,346 12,078 268 2.2% 130 1.1% 5% False True 82,196
10 12,357 11,970 387 3.2% 168 1.4% 31% False False 165,896
20 12,816 11,970 846 7.0% 148 1.2% 14% False False 128,363
40 12,816 11,970 846 7.0% 118 1.0% 14% False False 115,891
60 12,816 11,970 846 7.0% 112 0.9% 14% False False 105,812
80 12,816 11,970 846 7.0% 104 0.9% 14% False False 84,822
100 12,816 11,970 846 7.0% 97 0.8% 14% False False 67,862
120 12,816 11,677 1,139 9.4% 87 0.7% 36% False False 56,554
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,322
2.618 12,936
1.618 12,699
1.000 12,552
0.618 12,462
HIGH 12,315
0.618 12,225
0.500 12,197
0.382 12,169
LOW 12,078
0.618 11,932
1.000 11,841
1.618 11,695
2.618 11,458
4.250 11,071
Fisher Pivots for day following 13-Mar-2007
Pivot 1 day 3 day
R1 12,197 12,212
PP 12,161 12,172
S1 12,126 12,131

These figures are updated between 7pm and 10pm EST after a trading day.

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